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  2. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    From the t-test, the difference between the group means is 6-2=4. From the regression, the slope is also 4 indicating that a 1-unit change in drug dose (from 0 to 1) gives a 4-unit change in mean word recall (from 2 to 6). The t-test p-value for the difference in means, and the regression p-value for the slope, are both 0.00805. The methods ...

  3. t-statistic - Wikipedia

    en.wikipedia.org/wiki/T-statistic

    Most frequently, t statistics are used in Student's t-tests, a form of statistical hypothesis testing, and in the computation of certain confidence intervals. The key property of the t statistic is that it is a pivotal quantity – while defined in terms of the sample mean, its sampling distribution does not depend on the population parameters, and thus it can be used regardless of what these ...

  4. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    For the statistic t, with ν degrees of freedom, A(t | ν) is the probability that t would be less than the observed value if the two means were the same (provided that the smaller mean is subtracted from the larger, so that t ≥ 0). It can be easily calculated from the cumulative distribution function F ν (t) of the t distribution:

  5. Noncentral t-distribution - Wikipedia

    en.wikipedia.org/wiki/Noncentral_t-distribution

    The noncentral t-distribution generalizes Student's t-distribution using a noncentrality parameter.Whereas the central probability distribution describes how a test statistic t is distributed when the difference tested is null, the noncentral distribution describes how t is distributed when the null is false.

  6. Degrees of freedom (statistics) - Wikipedia

    en.wikipedia.org/wiki/Degrees_of_freedom...

    For example, if the variance is to be estimated from a random sample of independent scores, then the degrees of freedom is equal to the number of independent scores (N) minus the number of parameters estimated as intermediate steps (one, namely, the sample mean) and is therefore equal to . [2]

  7. Welch's t-test - Wikipedia

    en.wikipedia.org/wiki/Welch's_t-test

    In statistics, Welch's t-test, or unequal variances t-test, is a two-sample location test which is used to test the (null) hypothesis that two populations have equal means. It is named for its creator, Bernard Lewis Welch , and is an adaptation of Student's t -test , [ 1 ] and is more reliable when the two samples have unequal variances and ...

  8. Prediction interval - Wikipedia

    en.wikipedia.org/wiki/Prediction_interval

    For example, to calculate the 95% prediction interval for a normal distribution with a mean (μ) of 5 and a standard deviation (σ) of 1, then z is approximately 2. Therefore, the lower limit of the prediction interval is approximately 5 ‒ (2⋅1) = 3, and the upper limit is approximately 5 + (2⋅1) = 7, thus giving a prediction interval of ...

  9. Mean absolute percentage error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_percentage_error

    where A t is the actual value and F t is the forecast value. Their difference is divided by the actual value A t . The absolute value of this ratio is summed for every forecasted point in time and divided by the number of fitted points n .